/*
* Copyright (c) 2012 Jeremy Goetsch
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package com.jgoetsch.eventtrader.order.price;
import java.util.Collection;
import com.jgoetsch.eventtrader.TradeSignal;
import com.jgoetsch.tradeframework.PropertyNotSetException;
import com.jgoetsch.tradeframework.data.DataUnavailableException;
import com.jgoetsch.tradeframework.marketdata.MarketData;
public class ConstrainedPrice implements OrderPrice {
private Collection<? extends OrderPrice> prices;
private boolean aggressive = false;
public ConstrainedPrice() {
}
public ConstrainedPrice(Collection<? extends OrderPrice> prices) {
this.prices = prices;
}
public double getValue(TradeSignal trade, MarketData marketData) throws DataUnavailableException {
double price = -1;
for (OrderPrice priceCalc : prices) {
double pr = priceCalc.getValue(trade, marketData);
if (price == -1)
price = pr;
else
price = trade.isBuy() != aggressive ? Math.min(price, pr) : Math.max(price, pr);
}
return price;
}
public void initialize() {
if (getPrices() == null || getPrices().size() == 0)
throw new PropertyNotSetException("prices");
}
public void setAggressive(boolean aggressive) {
this.aggressive = aggressive;
}
public boolean isAggressive() {
return aggressive;
}
public void setPrices(Collection<OrderPrice> prices) {
this.prices = prices;
}
public Collection<? extends OrderPrice> getPrices() {
return prices;
}
@Override
public String toString() {
return getClass().getSimpleName() + ": " + prices.toString();
}
}